-54.8%
RUN vs ACM
-46.3%
-8.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.2% | -5.9% | -6.0% |
| 7D | -13.7% | +5.1% | -18.8% | -15.6% |
| 30D | +9.4% | +18.7% | -9.3% | +1.4% |
| 3M | -13.4% | +15.5% | -28.9% | -18.9% |
| 6M | -39.6% | +1.2% | -40.8% | -41.0% |
| YTD | -53.7% | -25.2% | -28.5% | -46.8% |
| All | -54.8% | -46.3% | -8.6% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling